Zobrazeno 1 - 10
of 100
pro vyhledávání: '"Robert C. Dalang"'
Autor:
Fei Pu, Robert C. Dalang
Publikováno v:
Stochastic Processes and their Applications. 131:359-393
We consider a system of $d$ non-linear stochastic fractional heat equations in spatial dimension $1$ driven by multiplicative $d$-dimensional space-time white noise. We establish a sharp Gaussian-type upper bound on the two-point probability density
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::63ba4480b8a42ed05c1fbc85539bf895
https://doi.org/10.1016/j.spa.2020.07.015
https://doi.org/10.1016/j.spa.2020.07.015
We study vector-valued solutions u(t, x) is an element of R-d to systems of nonlinear stochastic heat equations with multiplicative noise
partial derivative/partial derivative t u(t, x) = partial derivative(2)/partial derivative x(2) u(t, x) + s
partial derivative/partial derivative t u(t, x) = partial derivative(2)/partial derivative x(2) u(t, x) + s
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::8829ea80cef98155f2e43c65dd7fc4e1
Autor:
Robert C. Dalang, Fei Pu
Publikováno v:
Electron. J. Probab.
We establish a sharp estimate on the negative moments of the smallest eigenvalue of the Malliavin matrix $\gamma _{Z}$ of $Z := (u(s, y), u(t, x) - u(s, y))$, where $u$ is the solution to a system of $d$ non-linear stochastic heat equations in spatia
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::a977bcfefaaa87fc639e7d2f365c3b46
https://doi.org/10.1214/20-ejp438
https://doi.org/10.1214/20-ejp438
Publikováno v:
Ann. Probab. 47, no. 1 (2019), 519-559
Let xi(t, x) denote space-time white noise and consider a reaction-diffusion equation of the form
(t, x) = 1/2u ''(t, x) + b(u(t, x)) + sigma(u(t,x))xi(t,x)
on R+ x [0, 1], with homogeneous Dirichlet boundary conditions and suitable initial
(t, x) = 1/2u ''(t, x) + b(u(t, x)) + sigma(u(t,x))xi(t,x)
on R+ x [0, 1], with homogeneous Dirichlet boundary conditions and suitable initial
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::746353ea45583f5ddb907f5ca38d3e3d
https://projecteuclid.org/euclid.aop/1544691627
https://projecteuclid.org/euclid.aop/1544691627
Autor:
Le Chen, Robert C. Dalang
Publikováno v:
Stochastic Partial Differential Equations: Analysis and Computations. 3:360-397
We study the nonlinear fractional stochastic heat equation in the spatial domain \({\mathbb {R}}\) driven by space-time white noise. The initial condition is taken to be a measure on \({\mathbb {R}}\), such as the Dirac delta function, but this measu
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::17ab7d6c5385c11dfc4ccd461b050f6f
https://doi.org/10.1007/s40072-015-0054-x
https://doi.org/10.1007/s40072-015-0054-x
Autor:
Le Chen, Robert C. Dalang
Publikováno v:
Stochastic Processes and their Applications. 125:1605-1628
We consider the stochastic wave equation on the real line driven by space time white noise and with irregular initial data. We give bounds on higher moments and, for the hyperbolic Anderson model, explicit formulas for second moments. These bounds im
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::caa64158f1d178cfe0a32784a15ac35d
https://doi.org/10.1016/j.spa.2014.11.009
https://doi.org/10.1016/j.spa.2014.11.009
Autor:
Robert C. Dalang
Publikováno v:
Springer Proceedings in Mathematics & Statistics ISBN: 9783319749280
We consider a d-dimensional random field that solves a possibly non-linear system of stochastic partial differential equations, such as stochastic heat or wave equations. We present results, obtained in joint works with Davar Khoshnevisan and Eulalia
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::a5e0aafdec36065a5bfb10a4c6db6c5e
https://doi.org/10.1007/978-3-319-74929-7_8
https://doi.org/10.1007/978-3-319-74929-7_8
Autor:
Robert C. Dalang, V.S. Varadarajan
This article discusses the life and work of Professor Srishti Dhar Chatterji, who passed away on September 28, 2017, in Lausanne, Switzerland, most suddenly and unexpectedly, after a very brief illness. Complete bibliographical information is include
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::4b1127055cc8429295b72de9b6205d73
We consider sample path properties of the solution to the stochastic heat equation, in $${\mathbb {R}}^d$$ or bounded domains of $${\mathbb {R}}^d$$ , driven by a Levy space–time white noise. When viewed as a stochastic process in time with values
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::83e00e76446dd6386390f7fe4a9932cd
http://arxiv.org/abs/1711.07532
http://arxiv.org/abs/1711.07532
Autor:
Thomas Humeau, Robert C. Dalang
Publikováno v:
Ann. Probab. 45, no. 6B (2017), 4389-4418
We identify a necessary and sufficient condition for a Lévy white noise to be a tempered distribution. More precisely, we show that if the Lévy measure associated with this noise has a positive absolute moment, then the Lévy white noise almost sur
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::7a797a32bba803ec6a258e4e70a578db
https://doi.org/10.1214/16-aop1168
https://doi.org/10.1214/16-aop1168